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Long End Sharply Lower

US EURODLR FUTURES CLOSE

Mostly weaker after the bell, long end of strip sharply weaker, at/near lows. Lead quarterly holds modest gains since 3M LIBOR fell -0.01325 to 0.22025% (+0.01572 last wk). Latest lvls:

  • Dec 20 +0.005 at 99.760
  • Mar 21 -0.005 at 99.795
  • Jun 21 steady at 99.805
  • Sep 21 -0.005 at 99.80
  • Red Pack (Dec 21-Sep 22) -0.03 to -0.01
  • Green Pack (Dec 22-Sep 23) -0.05 to -0.035
  • Blue Pack (Dec 23-Sep 24) -0.065 to -0.055
  • Gold Pack (Dec 24-Sep 25) -0.085 to -0.07

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